+36.1%
IVZ vs WTW
+54.3%
-18.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -2.8% | -0.9% | -1.8% | -2.4% |
| 30D | -2.2% | +12.0% | -14.1% | -7.2% |
| 3M | -8.1% | -2.1% | -6.0% | -7.6% |
| 6M | +3.8% | +34.8% | -31.0% | -11.2% |
| YTD | +11.5% | +2.7% | +8.7% | +8.5% |
| 1Y | +23.7% | +5.1% | +18.6% | +18.6% |
| 3Y | +145.8% | +44.4% | +101.4% | +83.4% |
| 5Y | +36.1% | +55.1% | -19.0% | -8.7% |
| All | +36.1% | +54.3% | -18.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling